+134.7%
CEG vs DFNS
-100.0%
+234.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.8% |
| 7D | +12.1% | -6.0% | +18.1% | +12.1% |
| 30D | +0.2% | -71.2% | +71.4% | +0.1% |
| 3M | +0.7% | -94.5% | +95.2% | +0.4% |
| 6M | +2.2% | -96.5% | +98.8% | +2.5% |
| YTD | -20.3% | -99.6% | +79.3% | -20.4% |
| 1Y | -16.1% | -99.7% | +83.6% | -16.2% |
| 3Y | +134.7% | -100.0% | +234.7% | +139.3% |
| All | +134.7% | -100.0% | +234.7% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling